Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 180'000 | 180'000 | 179'744 | 179'744 | 284'328 CHF | 286'128 CHF | 99.99% | 99.99% |
15.05.2024 | 0.72% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 199'645 | 199'645 | 279'234 CHF | 281'234 CHF | 99.83% | 99.83% |
14.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 251'470 CHF | 253'470 CHF | 99.88% | 99.88% |
13.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 241'984 CHF | 243'984 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 1.22 CHF | 1.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 266'670 CHF | 268'670 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 199'514 CHF | 201'514 CHF | 99.29% | 99.29% |
07.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 202'528 CHF | 204'528 CHF | 100.00% | 100.00% |
06.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'837 CHF | 199'837 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 174'641 CHF | 176'641 CHF | 98.72% | 98.72% |
02.05.2024 | 1.16% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 171'394 CHF | 173'394 CHF | 99.99% | 99.99% |